FIEUX vs. VGK
Compare and contrast key facts about Fidelity Europe Fund (FIEUX) and Vanguard FTSE Europe ETF (VGK).
FIEUX is managed by Fidelity. It was launched on Oct 1, 1986. VGK is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Europe Index. It was launched on Mar 4, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIEUX or VGK.
Performance
FIEUX vs. VGK - Performance Comparison
Returns By Period
In the year-to-date period, FIEUX achieves a 3.32% return, which is significantly higher than VGK's 2.78% return. Over the past 10 years, FIEUX has underperformed VGK with an annualized return of 4.37%, while VGK has yielded a comparatively higher 4.99% annualized return.
FIEUX
3.32%
-5.79%
-5.94%
11.33%
4.33%
4.37%
VGK
2.78%
-6.09%
-5.97%
11.13%
5.98%
4.99%
Key characteristics
| FIEUX | VGK | |
|---|---|---|
| Sharpe Ratio | 0.85 | 0.82 |
| Sortino Ratio | 1.26 | 1.20 |
| Omega Ratio | 1.14 | 1.14 |
| Calmar Ratio | 0.50 | 1.12 |
| Martin Ratio | 3.83 | 3.88 |
| Ulcer Index | 2.82% | 2.80% |
| Daily Std Dev | 12.73% | 13.20% |
| Max Drawdown | -59.38% | -63.61% |
| Current Drawdown | -12.54% | -9.70% |
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FIEUX vs. VGK - Expense Ratio Comparison
FIEUX has a 1.06% expense ratio, which is higher than VGK's 0.08% expense ratio.
Correlation
The correlation between FIEUX and VGK is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
FIEUX vs. VGK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Europe Fund (FIEUX) and Vanguard FTSE Europe ETF (VGK). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
FIEUX vs. VGK - Dividend Comparison
FIEUX's dividend yield for the trailing twelve months is around 1.57%, less than VGK's 3.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIEUX Fidelity Europe Fund | 1.57% | 1.62% | 0.00% | 2.87% | 1.15% | 4.44% | 1.01% | 0.97% | 1.14% | 2.78% | 2.59% | 1.40% |
VGK Vanguard FTSE Europe ETF | 3.13% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% | 4.62% | 2.77% |
Drawdowns
FIEUX vs. VGK - Drawdown Comparison
The maximum FIEUX drawdown since its inception was -59.38%, smaller than the maximum VGK drawdown of -63.61%. Use the drawdown chart below to compare losses from any high point for FIEUX and VGK. For additional features, visit the drawdowns tool.
Volatility
FIEUX vs. VGK - Volatility Comparison
The current volatility for Fidelity Europe Fund (FIEUX) is 3.85%, while Vanguard FTSE Europe ETF (VGK) has a volatility of 4.38%. This indicates that FIEUX experiences smaller price fluctuations and is considered to be less risky than VGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.